International Investment Banking Client
Office Status: Hybrid
Responsibilities:
- Deliver analysis and explain statistical models; these include, but are not limited to (VaR), (SVaR), Incremental Risk Charge (IRC), (RWA) and (EC)
- Analyze, explain, and specify stress test models by using data analysis and quantitative techniques
- Perform ad hoc “What-if” impact analysis on statistical models of new trades (e.g., VaR)
- Provide analytical support to Risk Managers to facilitate risk management / business decisions
- Contribute to methodological enhancements and quantitative impact analysis
- Identify and resolve data quality and inconsistency issues
Qualifications:
- Bachelor’s Degree or equivalent qualifications / work experience
- Broad financial market and product knowledge, preferably with expertise in Rates products
- Ability to understand complex front to back processes while looking for ways to reduce inefficiencies, detail-focused and numerically literate
- Keen interest in various risk frameworks and how they are interconnected for bank’s capital
- Experience with large datasets and relevant software packages, e.g., Microsoft (MS) Excel, MS Access, Visual Basic for Applications (VBA), and Structured Query Language (SQL) for statistical analysis and risk management. Python skills would be a plus